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person:"Gilli, Manfred"
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Heuristics
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Heuristik
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Mathematical programming
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Mathematische Optimierung
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Portfolio selection
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Portfolio-Management
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Gilli, Manfred
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Öncan, Temel
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Computational methods in decision-making, economics and finance
1
Financial engineering, E-commerce and supply chain
1
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]
1
Natural computing in computational finance : volume 4
1
Optimal financial decision making under uncertainty
1
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1
Heuristics for portfolio selection
Gilli, Manfred
;
Schumann, Enrico
- In:
Optimal financial decision making under uncertainty
,
(pp. 225-253)
.
2017
Persistent link: https://www.econbiz.de/10011558459
Saved in:
2
Calibrating option pricing models with heuristics
Gilli, Manfred
;
Schumann, Enrico
- In:
Natural computing in computational finance : volume 4
,
(pp. 9-37)
.
2011
Persistent link: https://www.econbiz.de/10009423553
Saved in:
3
A global optimization heuristic for portfolio choice with VaR and expected shortfall
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Computational methods in decision-making, economics and …
,
(pp. 167-183)
.
2010
Persistent link: https://www.econbiz.de/10009153089
Saved in:
4
Robust regression with optimisation heuristics
Gilli, Manfred
;
Schumann, Enrico
- In:
Natural computing in computational finance : volume 3 ; …
,
(pp. 9-30)
.
2010
Persistent link: https://www.econbiz.de/10009514548
Saved in:
5
The threshold accepting heuristic for index tracking
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 1-18)
.
2002
Persistent link: https://www.econbiz.de/10001746914
Saved in:
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